+13,503.3%
GOOGL vs LMT
+1,753.9%
+11,749.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.7% |
| 7D | +1.1% | -1.5% | +2.6% | +1.6% |
| 30D | -4.4% | -8.2% | +3.8% | -1.7% |
| 3M | -6.8% | +3.7% | -10.5% | -8.8% |
| 6M | +13.6% | -19.2% | +32.7% | +21.3% |
| YTD | +8.3% | +12.9% | -4.5% | +1.8% |
| 1Y | +44.9% | +19.8% | +25.2% | +32.9% |
| 3Y | +150.5% | +37.3% | +113.2% | +110.3% |
| 5Y | +137.7% | +74.4% | +63.3% | +74.2% |
| 10Y | +750.9% | +188.9% | +562.0% | +376.4% |
| All | +13,503.3% | +1,753.9% | +11,749.3% | +3,915.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded LMT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling